I feel your pain. When I was in Texas this past spring, I brought home about a dozen bags on the plan, alongside various hot and spicy versions of Doritos. It's a travesty that you can find hot and spicy Doritos in nearly every convenience stores in NYC now, but not Cheetos.

Hmmm...some research suggests that you can find them, though. Frito-Lay has a snackfinder online and it says some stores in Manhattan do carry the cheetos: